Decision where Process Based OpRisk Management. made the difference. Norbert Kozma Head of Operational Risk Control. Erste Bank Hungary

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Emília Kocsisné
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1 Decision where Process Based OpRisk Management made the difference Norbert Kozma Head of Operational Risk Control Erste Bank Hungary

2 About Erste Group

3 Erste Bank Hungary Erste Group entered the Hungarian market by purchasing a state-owned bank in 1997 The bank provides full-range financial services for retail and corporate clients Second largest bank in the Hungarian market according to number of clients and retail loan portfolio size Number of branches: Number of customers: 0.9 million

4 OpRisk Team of the Bank Consists of 4 colleagues Use AMA approach for capital calculation Responsible for oprisk management and measurement in the bank and its subsidiaries Focus on the mitigation of operational risk exposure One of the used risk identifying methods is the process based risk management

5 Process Based Risk Management Complex methodology for Risk identification Control evaluation Potential loss estimation Risk measurement (of process with indicators) Risk mitigation Step by step process analysis During several workshops Process Based Risk Management was implemented in

6 Risk analysis in practice Well documeted process Ügyfél lakossági jelzáloghitel iránt érdeklodik JHK Ügyfél tájékoztatása VH Fióki tanácsadó Termékismeret hiánya, felkészületlenség Intranet Leírás! 10 New components: risk causes and events Belso csalás- K.O kritériumok nem megfelelo ellenorzése (02) Jelzáloghitelezési Kézikönyv Ügyfél által K.O. kritériumok igényléshez téves benyújtott ellenorzése (2) dokumentumok K.O. kritériumok ellenorzése Leírás! 65 VH Fióki tanácsadó Ügyfél által igényléshez benyújtott dokum entumok Dokumentáció form ailag, tartalmilag, vagy K.O. kritérium miatt nem megfelelo K.O. kritériumok rendben, dokumentáció nem m egfelelo, hiánypótlás lehetésges K.O. kritériumok és dokumentáció rendben Based on the common knowledge of the experts Kérelem elutasítása szóban Hiánypótlás kérése ügyféltol Leírás! 70 VH Fióki tanácsadó S zem élyazonosító okmányok ellenörzése (St) Ügyfél a hiánypótlást benyújtotta

7 Working of the model Internal Audit Expert of the process Supporting units Expert of the process Expert of the process Quality Management OpRisk IT Security BCM Expert of the process Expert of the process Expert of the process Process Organisation

8 Identified Risk Retail mortgage lending process was analysed (from the first step until the last) in 2009 One of the top identified risk: Missing mortgage registration Corrective measures were coordinated by OpRisk Department Decision-maker bodies: Operational Risk Committee and Board of Directors

9 Missing mortgage registration Client is unable to repay the loan Mortgage registration is missing Bank is not able to enforce the collateral Bank looses the amount of credit

10 Corrective measures Sub-optimal decision: random check of collaterals (based on sampling) Final solution: development of related back office system (JEBEL*) New system will provide more frequent communication and flawless interaction between the branch network and head office It will be able to register the status of the open cases * JEBEL is the name of the system: Monitoring System of Mortgage Registration

11 Decision making process Proposal of OpRisk regarding system development Proposal for risk mitigation presented at OpRisk Committee Proposal accepted and approved by Board of Directors System development ordered and currently ongoing

12 Value of the process based approach End to end process analysis no gaps during analysis between process steps and tasks of diffrent departments Exploitation of synergies between different organizational units More support regarding OpRisk initiatives from Line Management

13 Thank you for your attention!

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